Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,49% | 100,91 % | 101,41 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 026 CHF | 254 276 CHF | 100,00% | 100,00% |
19/11/2024 | 0,50% | 100,65 % | 101,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 277 CHF | 252 527 CHF | 89,38% | 89,38% |
18/11/2024 | 0,50% | 100,67 % | 101,17 % | 250 000 | 250 000 | 250 000 | 250 000 | 251 737 CHF | 252 987 CHF | 99,66% | 99,66% |
15/11/2024 | 0,49% | 100,44 % | 100,94 % | 250 000 | 250 000 | 250 000 | 250 000 | 253 984 CHF | 255 234 CHF | 100,00% | 100,00% |
14/11/2024 | 0,49% | 102,85 % | 103,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 090 CHF | 258 340 CHF | 100,00% | 100,00% |
13/11/2024 | 0,49% | 102,97 % | 103,47 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 574 CHF | 257 824 CHF | 100,00% | 100,00% |
12/11/2024 | 0,48% | 103,10 % | 103,60 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 617 CHF | 258 867 CHF | 98,72% | 98,72% |
11/11/2024 | 0,48% | 102,94 % | 103,44 % | 250 000 | 250 000 | 250 000 | 250 000 | 257 343 CHF | 258 593 CHF | 100,00% | 100,00% |
08/11/2024 | 0,49% | 102,76 % | 103,26 % | 250 000 | 250 000 | 250 000 | 250 000 | 256 178 CHF | 257 428 CHF | 99,83% | 99,83% |
07/11/2024 | 0,49% | 102,28 % | 102,78 % | 250 000 | 250 000 | 250 000 | 250 000 | 255 584 CHF | 256 834 CHF | 100,00% | 100,00% |